+207.9%
TECK vs ESI
+74.4%
+133.4%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.2% | -1.1% | -1.6% |
| 7D | +4.9% | +3.9% | +1.0% | +2.7% |
| 30D | +5.2% | -3.8% | +9.0% | +7.1% |
| 3M | +13.8% | -13.1% | +26.9% | +21.4% |
| 6M | +38.5% | +11.3% | +27.2% | +27.1% |
| YTD | +47.3% | +44.1% | +3.2% | +15.6% |
| 1Y | +81.0% | +40.3% | +40.7% | +43.2% |
| 3Y | +79.9% | +84.1% | -4.2% | +18.4% |
| 5Y | +207.9% | +75.8% | +132.1% | +94.6% |
| All | +207.9% | +74.4% | +133.4% | +94.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ESI.
Daily Out/Under-Performance
Portfolio return minus ESI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESI return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded ESI wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling